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Książka = Book ; KS/1/1977/R03P06
Instytut Badań Systemowych. Polska Akademia Nauk ; Systems Research Institute. Polish Academy of Sciences
[4], 317-333 pages ; 21 cm ; Bibliography p. 332
In this paper the problem of building economic short term dynamical model of Italian fiberglass industry has been tackled in its multiple facets: formulation of the mathematical model on the basis of economic hypothesis about the interaction among the variables taken into account, parameters identification and economic and statistical analysis of numerical results. A discrete state space linear representation of the system has been utilized to express the economic hypothesis. In this representation some of the parameters have been assumed to be zero or known physical constants and the others known functions of some unknown parameters. The steady state Kalman filter representation of the model has been used to estimate unknown parameters with a maximum likelihood criterion. This simultaneous identification method, very heavy from computational point of view, must be utilized to take into account the strong interaction among variables and to obtain an efficient estimate. The simulated endogenous variables bave been plotted against the data time plot.
Creative Commons Attribution BY 4.0 license
Copyright-protected material. [CC BY 4.0] May be used within the scope specified in Creative Commons Attribution BY 4.0 license, full text available at: ; -
Systems Research Institute of the Polish Academy of Sciences
Library of Systems Research Institute PAS
Oct 15, 2021
Jul 19, 2021
34
https://rcin.org.pl./publication/234574